DBX5.DE vs. ESGP.DE

Last updated Jun 5, 2026

DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) are both Asia Pacific Equities funds - DBX5.DE tracks the MSCI Taiwan 20/35 Custom while ESGP.DE tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, DBX5.DE returned 40.65%/yr vs 9.26%/yr for ESGP.DE. A 0.56 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.60%/yr for ESGP.DE.

Performance

DBX5.DE vs. ESGP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBX5.DE achieves a 69.45% return, which is significantly higher than ESGP.DE's 6.87% return.

DBX5.DE

• 1D: -1.95%
• 1M: 12.70%
• YTD: 69.45%
• 6M: 72.00%
• 1Y: 110.55%
• 3Y*: 40.65%
• 5Y*: 22.99%
• 10Y*: 22.04%

ESGP.DE

• 1D: -0.72%
• 1M: -2.17%
• YTD: 6.87%
• 6M: 8.10%
• 1Y: 11.11%
• 3Y*: 9.26%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX5.DE vs. ESGP.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C	69.45%	18.33%	31.08%	24.15%	-25.19%	10.72%
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF	6.87%	5.79%	12.94%	2.10%	-2.36%	2.35%

Correlation

The correlation between DBX5.DE and ESGP.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021	0.56

The correlation between DBX5.DE and ESGP.DE has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

Return for Risk

DBX5.DE vs. ESGP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBX5.DE

DBX5.DE Risk / Return Rank: 96
DBX5.DE Sharpe Ratio Rank: 97
DBX5.DE Sortino Ratio Rank: 96
DBX5.DE Omega Ratio Rank: 95
DBX5.DE Calmar Ratio Rank: 97
DBX5.DE Martin Ratio Rank: 96

ESGP.DE

ESGP.DE Risk / Return Rank: 32
ESGP.DE Sharpe Ratio Rank: 29
ESGP.DE Sortino Ratio Rank: 29
ESGP.DE Omega Ratio Rank: 27
ESGP.DE Calmar Ratio Rank: 38
ESGP.DE Martin Ratio Rank: 35

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBX5.DE vs. ESGP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DBX5.DE	ESGP.DE	Difference
Sharpe ratio: Return per unit of total volatility	4.62	1.02	+3.59
Sortino ratio: Return per unit of downside risk	5.37	1.56	+3.81
Omega ratio: Gain probability vs. loss probability	1.74	1.18	+0.56
Calmar ratio: Return relative to maximum drawdown	12.09	1.83	+10.26
Martin ratio: Return relative to average drawdown	35.84	5.36	+30.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBX5.DE vs. ESGP.DE - Sharpe Ratio Comparison

The current DBX5.DE Sharpe Ratio is 4.62, which is higher than the ESGP.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DBX5.DE and ESGP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DBX5.DE	ESGP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.62	1.02	+3.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.39	+0.15

Drawdowns

DBX5.DE vs. ESGP.DE - Drawdown Comparison

The maximum DBX5.DE drawdown since its inception was -55.28%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and ESGP.DE.

Drawdown Indicators

	DBX5.DE	ESGP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-55.28%	-20.50%	-34.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.23%	-6.31%	-2.92%
Max Drawdown (3Y) Largest decline over 3 years	-30.81%	-20.50%	-10.31%
Max Drawdown (5Y) Largest decline over 5 years	-32.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.62%	—	—
Current Drawdown Current decline from peak	-1.97%	-2.57%	+0.60%
Average Drawdown Average peak-to-trough decline	-11.61%	-5.31%	-6.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	2.16%	+0.96%

Volatility

DBX5.DE vs. ESGP.DE - Volatility Comparison

Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) at 3.24%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier than ESGP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBX5.DE	ESGP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.28%	3.24%	+7.04%
Volatility (6M) Calculated over the trailing 6-month period	19.59%	8.68%	+10.91%
Volatility (1Y) Calculated over the trailing 1-year period	24.18%	11.29%	+12.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.58%	14.54%	+7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.55%	14.54%	+6.01%

DBX5.DE vs. ESGP.DE - Expense Ratio Comparison

DBX5.DE has a 0.65% expense ratio, which is higher than ESGP.DE's 0.60% expense ratio.

Dividends

DBX5.DE vs. ESGP.DE - Dividend Comparison

Neither DBX5.DE nor ESGP.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DBX5.DE and ESGP.DE in my portfolio?

DBX5.DE and ESGP.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DBX5.DE or ESGP.DE?

On fees, ESGP.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DBX5.DE or ESGP.DE?

ESGP.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for DBX5.DE.

What is the main difference between DBX5.DE and ESGP.DE?

DBX5.DE tracks MSCI Taiwan 20/35 Custom, while ESGP.DE tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.65% for DBX5.DE and 0.60% for ESGP.DE.